Impact of COVID-19 pandemic on the dependence structure and risk spillovers in global stock markets
Mingguo Zhao, Hail Park
| Year of publication: |
2024
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|---|---|
| Authors: | Zhao, Mingguo ; Park, Hail |
| Published in: |
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance. - Oxford : Wiley-Blackwell, ISSN 1468-2362, ZDB-ID 2024919-6. - Vol. 27.2024, 3, p. 182-202
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| Subject: | COVID-19 pandemic | dependence structure | risk spillovers | vine copula | Coronavirus | Multivariate Verteilung | Multivariate distribution | Spillover-Effekt | Spillover effect | Wirkungsanalyse | Impact assessment | Aktienmarkt | Stock market | Epidemie | Epidemic | Welt | World | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/infi.12450 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015334705